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subject:"United States"
~isPartOf:"Journal of empirical finance"
~person:"Härdle, Wolfgang"
~subject:"Deutschland"
~subject:"Theorie"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Härdle, Wolfgang
Gouriéroux, Christian
5
Baillie, Richard
4
Dionne, Georges
3
Harvey, Campbell R.
3
Harvey, David I.
3
Kim, Dongcheol
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Journal of empirical finance
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Journal of econometrics
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Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
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Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Journal of empirical finance
24
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
Saved in:
2
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
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